1.在Eigen官网下载Eigen：
Windows选压缩包zip下载，点击一下即可。下载后解压。
2.配置VS2015
打开vs2013，可以新建一个项目，也可以打开以前的项目，右键项目名，选择属性，在c/c++附加目录里加入解压后eigen文件夹的路径。
3．测试eigen是否配置好
#include <iostream>
#include <Eigen\Dense>
using namespace std;
using namespace Eigen;
void main()
{
Matrix2d a;
a << 1, 2,
3, 4;
MatrixXd b(2, 2);
b << 2, 3,
1, 4;
cout << "a + b =\n" << a + b << endl;
cout << "a - b =\n" << a - b << endl;
cout << "Doing a += b;" << endl;
a += b;
cout << "Now a =\n" << a << endl;
cout << "a^T= " << a.transpose() << endl;
cout << "a*b= " << a*b << endl;
Vector3d v(1, 2, 3);
Vector3d w(1, 0, 0);
cout << "-v + w - v =\n" << -v + w - v << endl;
cout << v << endl;
cout << v.transpose() << endl;
system("pause");
}